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~isPartOf:"Economic modelling"
~person:"Ahmed, Abdullahi Dahir"
~person:"Engle, Robert F."
~person:"Gupta, Rangan"
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Search: subject:"VOLATILITY"
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Volatility
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5
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4
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3
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3
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2
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Ahmed, Abdullahi Dahir
Engle, Robert F.
Gupta, Rangan
Ma, Feng
6
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5
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4
Li, Bin
4
Zhang, Yaojie
4
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3
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Economic modelling
Department of Economics working paper series
54
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
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12
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ECONIS (ZBW)
5
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1
Impacts of China's crash on Asia-Pacific financial integration :
volatility
interdependence, information transmission and market co-movement
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Economic modelling
79
(
2019
),
pp. 28-46
Persistent link: https://www.econbiz.de/10012199007
Saved in:
2
Return and
volatility
spillovers effects : evaluating the impact of Shanghai-Hong Kong Stock Connect
Huo, Rui
;
Ahmed, Abdullahi Dahir
- In:
Economic modelling
61
(
2017
),
pp. 260-272
Persistent link: https://www.econbiz.de/10011736875
Saved in:
3
Can volume predict Bitcoin returns and
volatility
? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
4
Structural breaks and GARCH models of stock return
volatility
: the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
5
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
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